CME Australian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.6435 |
0.6384 |
-0.0052 |
-0.8% |
0.6399 |
| High |
0.6498 |
0.6394 |
-0.0105 |
-1.6% |
0.6526 |
| Low |
0.6390 |
0.6310 |
-0.0080 |
-1.3% |
0.6325 |
| Close |
0.6450 |
0.6331 |
-0.0119 |
-1.8% |
0.6442 |
| Range |
0.0108 |
0.0084 |
-0.0025 |
-22.7% |
0.0201 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.9% |
0.0000 |
| Volume |
43 |
96 |
53 |
123.3% |
241 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6595 |
0.6547 |
0.6377 |
|
| R3 |
0.6512 |
0.6463 |
0.6354 |
|
| R2 |
0.6428 |
0.6428 |
0.6346 |
|
| R1 |
0.6380 |
0.6380 |
0.6339 |
0.6362 |
| PP |
0.6345 |
0.6345 |
0.6345 |
0.6336 |
| S1 |
0.6296 |
0.6296 |
0.6323 |
0.6279 |
| S2 |
0.6261 |
0.6261 |
0.6316 |
|
| S3 |
0.6178 |
0.6213 |
0.6308 |
|
| S4 |
0.6094 |
0.6129 |
0.6285 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7034 |
0.6939 |
0.6552 |
|
| R3 |
0.6833 |
0.6738 |
0.6497 |
|
| R2 |
0.6632 |
0.6632 |
0.6478 |
|
| R1 |
0.6537 |
0.6537 |
0.6460 |
0.6584 |
| PP |
0.6431 |
0.6431 |
0.6431 |
0.6455 |
| S1 |
0.6336 |
0.6336 |
0.6423 |
0.6383 |
| S2 |
0.6230 |
0.6230 |
0.6405 |
|
| S3 |
0.6029 |
0.6135 |
0.6386 |
|
| S4 |
0.5828 |
0.5934 |
0.6331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6509 |
0.6310 |
0.0199 |
3.1% |
0.0076 |
1.2% |
11% |
False |
True |
82 |
| 10 |
0.6526 |
0.6244 |
0.0283 |
4.5% |
0.0082 |
1.3% |
31% |
False |
False |
73 |
| 20 |
0.6526 |
0.6225 |
0.0301 |
4.8% |
0.0076 |
1.2% |
35% |
False |
False |
46 |
| 40 |
0.6925 |
0.6225 |
0.0700 |
11.1% |
0.0079 |
1.2% |
15% |
False |
False |
48 |
| 60 |
0.7140 |
0.6225 |
0.0915 |
14.4% |
0.0061 |
1.0% |
12% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6748 |
|
2.618 |
0.6612 |
|
1.618 |
0.6529 |
|
1.000 |
0.6477 |
|
0.618 |
0.6445 |
|
HIGH |
0.6394 |
|
0.618 |
0.6362 |
|
0.500 |
0.6352 |
|
0.382 |
0.6342 |
|
LOW |
0.6310 |
|
0.618 |
0.6258 |
|
1.000 |
0.6227 |
|
1.618 |
0.6175 |
|
2.618 |
0.6091 |
|
4.250 |
0.5955 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.6352 |
0.6404 |
| PP |
0.6345 |
0.6380 |
| S1 |
0.6338 |
0.6355 |
|